Related papers: A $N$-uniform quantitative Tanaka's theorem for th…
By using coupling by change of conditional probability measure, the log-Harnack inequality for path dependent McKean-Vlasov SDEs with distribution dependent diffusion coefficients is established, which together with the exponential…
We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…
This article offers a new approach for analysing the dynamic behaviour of distributions of charged particles in an electromagnetic field. After discussing the limitations inherent in the Lorentz-Dirac equation for a single point particle a…
The propagation of chaos is a central concept of kinetic theory that serves to relate the equations of Boltzmann and Vlasov to the dynamics of many-particle systems. Propagation of chaos means that molecular chaos, i.e., the stochastic…
We derive the spatially homogeneous Landau equation for Maxwellian molecules from a natural stochastic interacting particle system. More precisely, we control the relative entropy between the joint law of the particle system and the…
We study the convergence of an $N$-particle Markovian controlled system to the solution of a family of stochastic McKean-Vlasov control problems, either with a finite horizon or Schr\"odinger type cost functional. Specifically, under…
We consider the spinless Pauli-Fierz Hamiltonian which describes a quantum system of non-relativistic identical particles coupled to the quantized electromagnetic field. We study the time evolution in a mean-field limit where the number $N$…
We consider a system of N point particles moving on a d-dimensional torus. Each particle is subject to a uniform field E and random speed conserving collisions. This model is a variant of the Drude-Lorentz model of electrical conduction. In…
We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional…
We investigate the problem of quantifying contraction coefficients of Markov transition kernels in Kantorovich ($L^1$ Wasserstein) distances. For diffusion processes, relatively precise quantitative bounds on contraction rates have recently…
We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…
To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, a stochastic collision model is investigated. We consider the dynamics of a tracer particle of mass $M$, undergoing elastic collisions with…
We show, for a class of discrete Fleming-Viot (or Moran) type particle systems, that the convergence to the equilibrium is exponential for a suitable Wassertein coupling distance. The approach provides an explicit quantitative estimate on…
We introduce a framework to approximate a Markov Decision Process that stands on two pillars: state aggregation -- as the algorithmic infrastructure; and central-limit-theorem-type approximations -- as the mathematical underpinning of…
We study the time-evolution of cumulants of velocities and kinetic energies in the stochastic Kac model for velocity exchange of $N$ particles, with the aim of quantifying how fast these degrees of freedom become chaotic in a time scale in…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
We investigate a kinetic model of a system in contact with several thermal reservoirs at different temperatures $T_\alpha$. Our system is a spatially uniform dilute gas whose internal dynamics is described by the nonlinear Boltzmann…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
This paper begins with a critical analysis of the concept of 'material point particle'. We argue that this concept is incompatible with the force laws of action-at-a-distance electrodynamics, and we suggest that the trajectory of a particle…
Quantum systems coupled to environments exhibit intricate dynamics. The master equation gives a Markov approximation of the dynamics, allowing for analytic and numerical treatments. It is ubiquitous in theoretical and applied quantum…